+177.9%
KO vs PWR
+2,415.0%
-2,237.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | -7.7% | +9.3% | +2.4% |
| 3M | +5.8% | -4.9% | +10.7% | +5.7% |
| 6M | +14.3% | +9.7% | +4.6% | +11.4% |
| YTD | +27.3% | +46.7% | -19.4% | +18.7% |
| 1Y | +33.2% | +58.7% | -25.5% | +22.1% |
| 3Y | +64.5% | +200.7% | -136.3% | +29.5% |
| 5Y | +83.1% | +438.6% | -355.4% | +23.5% |
| All | +177.9% | +2,415.0% | -2,237.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling